Tuesday, February 24, 2009

Where's the Equity Premium? Part III

I've previously compared the S&P to the Barclay's Aggregate Index going back 19 years and before that to the BCAG over the previous 12 years. Now, we have the S&P vs. the Barclay's Government Index over the past 20 years....



Source: Barclay's
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2 comments:

  1. AnonymousFebruary 25, 2009 at 11:25 AM

    shows the difference between expected and realized equity risk premium

    ReplyDelete
  2. JakeFebruary 25, 2009 at 8:40 PM

    what's your thought on how to do that?

    ReplyDelete